Without the details, particularly the carrier, there can't be any certainty.

General rule is that on a stopover (as opposed to a connection) your bags will be returned to you. General rule is that if there are onwards or return segments after LAX, they will be cancelled if you no show for the xCUN segment. General rule is that you can't book "impossible" routings and thus can't hold tickets CUN-LAX and CUN-IAH on the same carrier which cannot be flown because you can't be two places at once.

But, those are all general rules.

Have you looked at what it would cost to change your ticket to Colombia-CUN-IAH? Sometimes change fees and fare differences are very little and this may all be simple and cheap.